+2,464.1%
ACN vs MLM
+1,543.3%
+920.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +3.0% |
| 7D | +8.6% | +9.1% | -0.6% | +5.5% |
| 30D | +36.6% | +14.6% | +21.9% | +30.6% |
| 3M | +56.3% | +0.3% | +56.0% | +56.0% |
| 6M | +49.7% | -7.5% | +57.1% | +52.5% |
| YTD | +1.3% | -10.2% | +11.6% | +3.7% |
| 1Y | +11.9% | -10.5% | +22.4% | +14.5% |
| 3Y | -10.6% | +27.8% | -38.4% | -20.2% |
| 5Y | -21.3% | +38.9% | -60.3% | -32.2% |
| 10Y | +166.2% | +211.4% | -45.2% | +65.8% |
| All | +2,464.1% | +1,543.3% | +920.8% | +513.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling